-81.0%
PYPL vs KEY
+40.7%
-121.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.3% | -3.1% |
| 7D | +2.7% | +2.2% | +0.5% | +1.8% |
| 30D | -4.9% | -3.0% | -1.9% | -3.7% |
| 3M | +28.9% | +3.3% | +25.5% | +27.1% |
| 6M | +18.2% | +9.2% | +9.0% | +13.8% |
| YTD | -5.0% | +10.6% | -15.7% | -9.8% |
| 1Y | -18.8% | +20.4% | -39.2% | -25.7% |
| 3Y | -12.6% | +121.8% | -134.4% | -38.8% |
| All | -81.0% | +40.7% | -121.8% | -84.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded KEY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling